In the command line change directory to pip (C:\Python27\Scripts for my case)

execute pip install coursera-dl

4.Now you are ready to download materials! For this you need the class name identificator from the browser URL.

Provide your user name and password, directory to download and class name identificator as the parameters into coursera-dl script.
Don’t forget, that you have to accept the honor code of the class before using this script (happens the very first time you go to the class page).

Sample command line to download Coursera materials for current Machine Learning class